A BOUND ON THE FINANCIAL VALUE OF INFORMATION

被引：35

作者：

BARRON, AR

COVER, TM

机构：

[1] STANFORD UNIV,DEPT ELECT ENGN,STANFORD,CA 94305

[2] STANFORD UNIV,DEPT STAT,STANFORD,CA 94305

来源：

IEEE TRANSACTIONS ON INFORMATION THEORY | 1988年 / 34卷 / 05期

关键词：

Manuscript received January 8; 1988; revised February 15; 1988. This work was supported in part by the National Science Foundation under a research fellowship and under Contract NCR-85-20136 A1 and in part by the Office of Naval Research under .Contract N00014-86-K-06. This work was partially presented at the 6th Annual Symposium on Information Theory; Tashkent; USSR; September 1984. A. R. Barron is with the Department of Statistics; University of Illinois; 725 South Wright Street; Champaign; IL 61282. T. M. Cover is with the Departments of Electrical Engineering and Statistics; Stanford University; Durand; Room; 121; Stanford; CA 94305. IEEE Log Number 8824063;

D O I：

10.1109/18.21241

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：1097 / 1100

页数：4

共 13 条

[1] ASYMPTOTIC OPTIMALITY AND ASYMPTOTIC EQUIPARTITION PROPERTIES OF LOG-OPTIMUM INVESTMENT [J].

ALGOET, PH ;

COVER, TM .

ANNALS OF PROBABILITY, 1988, 16 (02) :876-898

[2]

BARRON A, 1987, IN PRESS ANN STATIST

[3]

Barron A. R., 1987, OPEN PROBLEMS COMMUN, P85

[4] GAME-THEORETIC OPTIMAL PORTFOLIOS [J].

BELL, R ;

COVER, TM .

MANAGEMENT SCIENCE, 1988, 34 (06) :724-733

[5] COMPETITIVE OPTIMALITY OF LOGARITHMIC INVESTMENT [J].

BELL, RM ;

COVER, TM .

MATHEMATICS OF OPERATIONS RESEARCH, 1980, 5 (02) :161-166

[6]

BREIMAN L, 1961, 4TH P BERK S MATH ST, V1, P65

[7]

CHERNOFF H, 1956, ANN MATH STAT, P1

[8]

COVER T, 1984, 52 STANF STAT DEP TE

[9]

Cover T. M., 1984, IEEE Transactions on Information Theory, VIT-30, P369, DOI 10.1109/TIT.1984.1056869

[10] EMPIRICAL BAYES STOCK-MARKET PORTFOLIOS [J].

COVER, TM ;

GLUSS, DH .

ADVANCES IN APPLIED MATHEMATICS, 1986, 7 (02) :170-181

← 1 2 →